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Total 3 documents matching your query.

1. [S] Jackknife inference for heteroscedastic linear models (score: 1)
Author: "Hoon Kim" <hoon@andrew.cmu.edu>
Date: Tue, 27 Jun 2000 13:50:52 -0400
Dear S-plus users Is there anyone who has a S-plus implementation (or other packages) for jackknife inference as appeared in "Jackknife inference for heteroscedastic linear regression models" by Jun
/archives/html/s-news/2000-06/msg00201.html (7,486 bytes)

2. [S] Implementing panel vector autoregression (score: 1)
Author: "Hoon Kim" <hoon@andrew.cmu.edu>
Date: Mon, 03 Apr 2000 13:29:43 -0400
Dear S users I am trying to implement vector autoregression (VAR) on panel data. It would be similar to Holtz-Eakin, Newey and Rosen (1988) "Estimating Vector Autoregression with Panel Data" Economet
/archives/html/s-news/2000-04/msg00012.html (7,415 bytes)

3. [S] GARCH(1,1) model (score: 1)
Author: "Hoon Kim" <hoon@andrew.cmu.edu>
Date: Sat, 24 Apr 1999 13:49:53 -0400
Dear S-plus users I am running a GARCH(1,1) model on S-plus version 3.4 for Sun SPARC and GARCH module. I tried to run garch model on quarterly ROE(return on equity) of a firm. The number of observat
/archives/html/s-news/1999-04/msg00222.html (10,075 bytes)

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